+77.0%
ZTS vs MTSI
+512.4%
-435.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.0% | -5.3% | +2.7% |
| 7D | -1.0% | +3.5% | -4.6% | -1.6% |
| 30D | +10.8% | -30.3% | +41.1% | +14.5% |
| 3M | +14.1% | -26.0% | +40.1% | +16.3% |
| 6M | +0.8% | -36.1% | +36.8% | +3.5% |
| YTD | -33.1% | +34.3% | -67.4% | -39.0% |
| 1Y | -30.0% | +35.3% | -65.3% | -36.4% |
| 3Y | -49.5% | +217.6% | -267.2% | -61.0% |
| 5Y | -60.2% | +210.1% | -270.3% | -69.8% |
| 10Y | +77.0% | +471.4% | -394.4% | +5.7% |
| All | +77.0% | +512.4% | -435.3% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MTSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling